Search found 2 matches

by odincer
Thu Jan 07, 2016 2:24 pm
Forum: Estimation
Topic: Pedroni FMOLS
Replies: 3
Views: 4678

Re: Pedroni FMOLS

The data that I am using are not publicly available and I am not allowed to share. I was just wondering if anybody had that problem before and a likely explanation.
by odincer
Thu Jan 07, 2016 12:31 pm
Forum: Estimation
Topic: Pedroni FMOLS
Replies: 3
Views: 4678

Pedroni FMOLS

Hello,

When I estimate the same specification with FMOLS, RATS and EVIEWS give significantly different results (not only the magnitude of the coefficients but also the signs are different). Any input will be greatly appreciated.

Thanks,

Oz

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